+6.1%
APA vs SPMO
+460.5%
-454.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +3.0% |
| 7D | +8.5% | +6.3% | +2.2% | +2.8% |
| 30D | +2.8% | -8.9% | +11.6% | +10.4% |
| 3M | +21.7% | -13.2% | +34.9% | +35.5% |
| 6M | +32.6% | -9.3% | +41.9% | +36.2% |
| YTD | +103.7% | +11.6% | +92.1% | +65.2% |
| 1Y | +101.8% | +13.4% | +88.4% | +60.4% |
| 3Y | +48.1% | +122.9% | -74.8% | -45.9% |
| 5Y | +91.9% | +113.9% | -22.0% | -24.9% |
| All | +6.1% | +460.5% | -454.4% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPMO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling